Random Walks in Fixed Income and Foreign Exchange: Unexpected Discoveries in Issuance, Investment and Hedging of Yield Curve Instruments

ISBN-13: 9783110688689 / Angielski / Twarda / 2021 / 196 str.

Jessica James; Michael Leister; Christoph Rieger

O autorze

Jessica James is a senior quantitative researcher at Commerzbank in London, and previously was head of the Quantitative Solutions Group. Jessica is a visiting professor both at University College London and at Cass Business School.

Christoph Rieger is heading the Rates & Credit Research at Commerzbank.

Michael Leister is responsible for interest rate strategy at Commerzbank.